AVAX 4H Keltner Channel Volatility Breakout Long

Hypothesis

A long-only single-instrument VOLATILITY-ADJUSTED BREAKOUT strategy on AVAXUSDT perpetual futures (Binance USD-M) using 4-hour Keltner channels. Keltner is structurally different from the Donchian channel breakout (ADA, in pipeline) — Donchian uses raw N-bar price extremes (no volatility scaling), while Keltner uses an EMA centerline ± ATR multiples, so its width adapts to current realized volatility. This means Keltner is more selective in choppy markets and more permissive when volatility is genuinely expanding — a different signal-generation regime. CRITICAL DESIGN CHOICES driven by recent failures: (a) OHLCV-only — no supplementary data dependency (recent ETH liquidation hypothesis FAILED because the supplementary feed was unavailable and the OHLCV-proxy fallback had no edge). (b) 4H + Binance — the empirically proven combination that survives verification (every Hyperliquid/Daily-pattern strategy failed at auditor liveness). (c) NEW symbol (AVAX is not in the current portfolio). (d) MAXIMALLY SIMPLE — only 2 core parameters (EMA length, ATR multiplier).